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On the efficiency of unobserved components models : a comment

Goldrian, Georg - In: Jahrbücher für Nationalökonomie und Statistik 224 (2004) 6, pp. 751-755

Persistent link: https://www.econbiz.de/10002419404

Moments of cross-sectional stock market returns and the German business cycle

Döpke, Jörg; Müller, Karsten; Tegtmeier, Lars - In: Economic notes 52 (2023) 2, pp. 1-26

Persistent link: https://www.econbiz.de/10014289695

Nonparametric smoothing and quantile estimation in time series

Abberger, Klaus - In: Risk measurement, econometrics and neural networks : …, (pp. 1-16). 1998

Persistent link: https://www.econbiz.de/10001305364

Unoberserved components models for quarterly German GDP

Flaig, Gebhard - 2002

In this paper, an Unobserved Components Model is employed to decompose German real GDP into the trend, cycle and seasonal components and the working day effect. The most important findings are: 1) The growth rate of potential output declined from 4.2 per cent in the sixties to 1.4 per cent at...

Persistent link: https://www.econbiz.de/10011409368

Forecasting Markov switching vector autoregressions : evidence from simulation and application

Cavicchioli, Maddalena - In: Journal of forecasting 44 (2025) 1, pp. 136-152

Persistent link: https://www.econbiz.de/10015374001

Estimating the output gap using business survey data : a bivariate structural time series model for the German economy

Flaig, Gebhard; Plötscher, Claudia - 2000

This paper deals with the estimation of the output gap. We use uni- and bivariate unobserved components models in order … ifo business assessment variable as an indicator for the cycle the estimation of the output gap is much more precise and …

Persistent link: https://www.econbiz.de/10001452302